Abstract
The article is devoted to a study of the duality of processes in the sense that for a certain f. This classical topic has well known applications in interacting particles, intertwining, superprocesses, stochastic monotonicity, exit – entrance laws, ruin probabilities in finances, etc. Aiming mostly at the case of f depending on the difference of its arguments, we develop a systematic approach to duality via the analysis of the generators of dual Markov processes and illustrate this approach by various examples, in particular, by giving a full characterization of duality arising from Pareto order in R d .
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